Time series analysis, or the quest for quantitative measures of time dependent behavior

Abstract

We review some of the tools used to analyze time series – a sequence of measurements of one or more variables pertaining to the same system. The tools include time-resolved statistics and spectra; autocorrelations, Mutual Information and Transfer Entropy; Complexity and Predictability; and Hypothesis Testing. We illustrate the use of these tools by analyzing extracellular recordings from the leech, vasomotion data from monkeys, and human electroencephalograms.